+208.0%
RDDT vs CART
+26.0%
+182.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.6% |
| 7D | -0.4% | -8.7% | +8.2% | +2.9% |
| 30D | -0.5% | -4.4% | +3.8% | +0.9% |
| 3M | -9.8% | +14.6% | -24.4% | -14.7% |
| 6M | +15.8% | +24.4% | -8.6% | +5.7% |
| YTD | -32.4% | +5.0% | -37.4% | -34.7% |
| 1Y | -40.0% | +0.5% | -40.6% | -41.7% |
| All | +208.0% | +26.0% | +182.0% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling